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I have been working my way through a 2013 book, "Professional Automated Trading: Theory and Practice" that uses Lisp as the language to implement a trading syst

by eggy 4y ago

I have been working my way through a 2013 book, "Professional Automated Trading: Theory and Practice" that uses Lisp as the language to implement a trading system of different frequencies using concepts from artificial life and control theory (I recall studying all of the stuff coming out of the Santa Fe Institute in the late 80's - Artificial Life I, swarm intelligence, etc.). Some of the AI/AL stuff is dated, but the trading knowledge covered and how to build an automated trading platform are great. He covers a lot of ground very concisely and based on solid experience. I love Lisp, so that was also why I gravitated towards this book. I am currently into the April programming language, Array Programming Reimagined In Lisp[1], and I may try to implement the mathy parts of the book's code in APL and the remainder in Lisp as presented with some improvements. April is very flexible and takes advantage of the libraries and symbolic processing of Lisp. The creator of April just switched it to lazy evaluation from eager evaluation last month. [1] https://github.com/phantomics/april https://github.com/phantomics/april

rawoke083600 4y ago
You had my upvote at Lisp :P
- eggy 4y ago
  Ha, yes, Lisp is the strange attractor or gravity well I always flow back into after trying other PLs. Don't get me wrong, I like Zig (to replace my old C ways), SPARK2014 (which has achieved what Rust is evolving towards), and my other loves - J and APL. That is why April was a binary black hole - the joy of Lisp with a REPL, a lot of libraries and legacy, symbolic processing, and the ability to embed diamonds of APL in the parentheses for the mathy parts. I just have plain, old fun when I open up Lisp. Immediate evaluation and hotloading code with a great IDE/editor in emacs/sly. I am learning Xah's Fly keys[1] to bring it all together to satisfy my modal thirst from vim in emacs. Clojure is a lot of fun too, and opens up a lot of libraries to use. Dragan Rocks[2] has some great libs for ML/DL Mark Watson is the main culprit for writing his book and having the nerve to publish it: Common LISP Modules: Artificial Intelligence in the Era of Neural Networks and Chaos Theory[3] I had been superficially studying AI then - GAs, ANNS, chaos and complexity - back in the late 80s, and this book introduced me to Lisp. Mark is sometimes on here, so Mark, thank you! [1] https://github.com/xahlee/xah-fly-keys https://github.com/xahlee/xah-fly-keys [2] https://dragan.rocks/ https://dragan.rocks/ [3] https://www.amazon.com/Common-LISP-Modules-Artificial-Intelligence/dp/0387976140 https://www.amazon.com/Common-LISP-Modules-Artificial-Intell...

by eggy 4y ago

rawoke083600 4y ago

You had my upvote at Lisp :P

eggy 4y ago
Ha, yes, Lisp is the strange attractor or gravity well I always flow back into after trying other PLs. Don't get me wrong, I like Zig (to replace my old C ways), SPARK2014 (which has achieved what Rust is evolving towards), and my other loves - J and APL. That is why April was a binary black hole - the joy of Lisp with a REPL, a lot of libraries and legacy, symbolic processing, and the ability to embed diamonds of APL in the parentheses for the mathy parts. I just have plain, old fun when I open up Lisp. Immediate evaluation and hotloading code with a great IDE/editor in emacs/sly. I am learning Xah's Fly keys[1] to bring it all together to satisfy my modal thirst from vim in emacs. Clojure is a lot of fun too, and opens up a lot of libraries to use. Dragan Rocks[2] has some great libs for ML/DL Mark Watson is the main culprit for writing his book and having the nerve to publish it: Common LISP Modules: Artificial Intelligence in the Era of Neural Networks and Chaos Theory[3] I had been superficially studying AI then - GAs, ANNS, chaos and complexity - back in the late 80s, and this book introduced me to Lisp. Mark is sometimes on here, so Mark, thank you! [1] https://github.com/xahlee/xah-fly-keys https://github.com/xahlee/xah-fly-keys [2] https://dragan.rocks/ https://dragan.rocks/ [3] https://www.amazon.com/Common-LISP-Modules-Artificial-Intelligence/dp/0387976140 https://www.amazon.com/Common-LISP-Modules-Artificial-Intell...